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All Journal CAUCHY: Jurnal Matematika Murni dan Aplikasi JTAM (Jurnal Teori dan Aplikasi Matematika) International Journal of Supply Chain Management International Journal of Business, Economics, and Social Development Operations Research: International Conference Series International Journal of Global Operations Research International Journal of Quantitative Research and Modeling International Journal of Ethno-Sciences and Education Research
Riaman Riaman, Riaman
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Religion Humanities Computer Science & IT Decision Sciences, Operations Research & Management Economics, Econometrics & Finance Education Engineering Environmental Science Industrial & Manufacturing Engineering Languange, Linguistic, Communication & Media Mathematics Physics Social Sciences Transportation Other

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Journal : Operations Research: International Conference Series

 1 
Calculation of Value-at-Risk Variance-Covariance with the Approach of Simple Cash Portfolio, Factor Models and Cash Flow Ghazali, Puspa Liza; Riaman, Riaman; Ulfatmi, Ristifani
Operations Research: International Conference Series Vol. 1 No. 1 (2020): Operations Research International Conference Series (ORICS), March 2020
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v1i1.20

Abstract

One way to calculate Value-at-Risk (VaR) is the variation-covariance method. The calculation of VaR covariance assumes stock data is normally distributed. The data needed to calculate VaR by the variance-covariance method is the covariance matrix of Bank Danamon and Bank Mandiri stock data. The main topics discussed in this paper are calculating VaR covariance with a simple cash portfolio approach, factor models and cash flow. For comparison of the use of the three approaches Backtesting, the backtest results indicate that the factor model is the best method.  
Analysis of the Effect of Temperature and Rainfall on Coffee Productivity in Indonesia using the Cobb-Douglas model for Determining Insurance Premiums Novianti, Saqila; Riaman, Riaman; Sukono, Sukono
Operations Research: International Conference Series Vol. 2 No. 3 (2021): Operations Research International Conference Series (ORICS), September 2021
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v2i3.179

Abstract

Coffee is one of Indonesia's foreign exchange earners and plays an important role in the development of the plantation industry. Indonesia is a coffee bean producing country ranked 4th in the world after Brazil, Vietnam, and Colombia. The agricultural sector in Indonesia has risks and uncertainties including a decrease in production yields which results result in a decrease in farmers income. The risk of loss in coffee is caused by temperature and rainfall. Efforts that can be made to reduce losses are through risk transfer through agricultural insurance. The purpose of this study to analyze the effect of temperature and rainfall on coffee productivity in Indonesia and determine the insurance premium. This research uses data on coffee productivity, temperature, and rainfall from 1980-2019. The relationship between coffee productivity as a dependent variable while temperature and rainfall as an independent variable was used the Cobb-Douglas method. The results that will be obtained from this study indicate the temperature and rainfall affect coffee productivity in Indonesia, and obtain insurance issued by the farmers to the insurance companies. The results obtained from the data analysis show that temperature and rainfall have an effect on coffee productivity in Indonesia. The results of productivity predictions are used as the basis for determining the price of insurance premiums issued bye insurance companies.
Analysis of Farmers' Risk Preference Factors on the Determination of Rice Micro Insurance Premiums Using the Utility Theory Pramudhita, Annisa; Riaman, Riaman; Pryimak, Evgen
Operations Research: International Conference Series Vol. 4 No. 2 (2023): Operations Research International Conference Series (ORICS), June 2023
Publisher : Indonesian Operations Research Association (IORA)

Show Abstract | Download Original | Original Source | Check in Google Scholar | DOI: 10.47194/orics.v4i2.208

Abstract

Business activities in the agricultural sector, especially rice farming, will always be faced with a high risk of uncertainty. The risks experienced by farmers come from the natural environment, natural disasters, climate, and plant-disturbing organisms. To avoid this situation, the government is currently providing the best solution in the form of a Rice Farming Insurance program (AUTP), which is expected to provide protection against the risk of crop failure that farmers may experience. The purpose of this research is to analyze rice farmers' risk preferences in determining rice farming insurance premiums. The research method for rice farmers' risk preferences was analyzed using constant relative risk averse (CRRA) utility theory. Based on the research results, rice farmers in Majalaya District, Bandung Regency has a very risk averse risk preference. The risk preferences of farmers participating in AUTP and non-AUTP are very risk averse. The policy implications that can be explained based on the results of this study are increasing farmers' understanding regarding the description and benefits of agricultural insurance through counseling and assistance by the Agriculture Service and PT. Jasindo, so that rice farmers in Majalaya District, Bandung Regency have awareness of the benefits of insurance. Encouraging the participation of rice farmers in Majalaya District in the AUTP program can also be carried out by prioritizing rice farmers with very risk averse risk preferences. The policy implications that can be explained based on the results of this study are increasing farmers' understanding regarding the description and benefits of agricultural insurance through counseling and assistance by the Agriculture Service and PT. Jasindo, so that rice farmers in Majalaya District, Bandung Regency have awareness of the benefits of insurance. Encouraging the participation of rice farmers in Majalaya District in the AUTP program can also be carried out by prioritizing rice farmers with very risk averse risk preferences. The policy implications that can be explained based on the results of this study are increasing farmers' understanding regarding the description and benefits of agricultural insurance through counseling and assistance by the Agriculture Service and PT. Jasindo, so that rice farmers in Majalaya District, Bandung Regency have awareness of the benefits of insurance. Encouraging the participation of rice farmers in Majalaya District in the AUTP program can also be carried out by prioritizing rice farmers with very risk averse risk preferences.
Co-Authors Adib, Andhita Zahira Ariyanti, Devi Bayyinah, Ayyinah Nur Betty Subartini Dewi Ratnasari Dianti, Estu Putri Dwi Susanti Ghazali, Puspa Liza Hasbullah, Soeryana Hidayana, Rizki Apriva Hukama, Atha Iin Irianingsih Kahar, Ramadhina Hardiva Kankan Parmikanti Laksito, Grida Saktian Maharani, Asthie Zaskia Ma’mur, Lutfi Praditia Moisino, Misel Lindi Noriszura Ismail Novianti, Saqila Pramudhita, Annisa Pryimak, Evgen Putri S. R., Aulianda Anisa Putri, Aulya Putri, Linda Damayanti Raharjanti, Amalia RAHMAWATI, SEPTI Ramdhania, Tya Shafa Reisnanda, Aldino Riadi, Nadia Putri Silvia Wijaya Subartiny, Betty Sukono Sukono Supian, Sudradjat Susanto, Sunarta Sya’imaa.HS, Audrey Ariij Tiswaya, Waway Ulfatmi, Ristifani Vimelia, Willen Wahid, Alim Jaizul Widyani, Azizah Rini Yasmin, Arla Aglia Yeremia Herry Parulian, Yeremia Herry Zahra, Ami Emelia Putri Zakirah, Khalilah Razanah